In a large bowl, mix together water and dry milk until the milk dissolves.
Add yeast, sugar, salt, butter, and egg. Mix for about one minute.
Add 2 cups of flour and mix about 2 minutes on medium speed.
Add remaining flour 1/2 cup at a time until dough is soft, slightly sticky, and not dry at all.
Mix with a dough book until it turns into a soft ball, or use hands to reach same consistency.
In a large bowl, pour 1 tablespoon of vegetable oil and spread around the bowl. Place dough ball in bowl, turn so the ball is covered with the oil.
Cover and place in a warm place to rise until doubled.
Place dough on a floured surface.
Roll out dough until it is 18 inches long, 8 inches wide and about 1/4 inch thick.
Brush all of the dough with melted butter.
Cut dough down the center (width wise) and then cut slices about 2 inches thick.
Starting at one end, roll the dough toward the other end, making sure the butter is on the inside.
Place on a greased pan or a glass dish, leaving about 1 inch of space between them.
Cover and let rise until doubled.
Bake at 375 for about 15 minutes, or until the tops start to brown.
Brush tops of rolls with more melted butter